On the simulation of Markov chain steady-state distribution using CFTP algorithm
From MaRDI portal
Combinatorial probability (60C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Nonparametric inference (62G99) Numerical analysis or methods applied to Markov chains (65C40) Cellular automata (computational aspects) (68Q80) Graph theory (including graph drawing) in computer science (68R10)
Recommendations
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- Widening and clustering techniques allowing the use of monotone CFTP algorithm
- Coupling from the past with randomized quasi-Monte Carlo
- scientific article; zbMATH DE number 1560253
- How to couple from the past using a read-once source of randomness
Cites work
- An interruptible algorithm for perfect sampling via Markov chains
- Computable bounds for geometric convergence rates of Markov chains
- Exact Sampling from a Continuous State Space
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- How to couple from the past using a read-once source of randomness
- scientific article; zbMATH DE number 1545677 (Why is no real title available?)
- Importance Sampling for Stochastic Simulations
- Markov chains for exploring posterior distributions. (With discussion)
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On the Choice of Alternative Measures in Importance Sampling with Markov Chains
- Perfect Samplers for Mixtures of Distributions
- Perfect simulation and backward coupling∗
- Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
- Perfect slice samplers
- Potentially unlimited variance reduction in importance sampling of Markov chains
- Sampling-Based Approaches to Calculating Marginal Densities
Cited in
(6)- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- scientific article; zbMATH DE number 5017183 (Why is no real title available?)
- Perfect simulation of steady-state Markov chain on mixed state space
- Computation of the steady-state probability of Markov chain evolving on a mixed state space
- Coupling from the past with randomized quasi-Monte Carlo
- Widening and clustering techniques allowing the use of monotone CFTP algorithm
This page was built for publication: On the simulation of Markov chain steady-state distribution using CFTP algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3182209)
